+469.2%
GOOD vs SPY
+1,077.4%
-608.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.2% |
| 7D | +0.8% | +0.5% | +0.2% | +0.4% |
| 30D | +1.9% | -0.9% | +2.8% | +2.5% |
| 3M | +7.0% | +3.9% | +3.1% | +3.8% |
| 6M | +11.2% | +14.5% | -3.3% | +0.4% |
| YTD | +31.0% | +12.9% | +18.1% | +19.4% |
| 1Y | +10.7% | +19.4% | -8.7% | -3.3% |
| 3Y | +29.1% | +78.5% | -49.4% | -16.8% |
| 5Y | -10.6% | +81.8% | -92.3% | -43.4% |
| 10Y | +58.5% | +311.5% | -253.1% | -40.4% |
| All | +469.2% | +1,077.4% | -608.2% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling